Anic Equity¶

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Total return since start: 0.554 %¶

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Equity now: -----------------------------> 47467.46 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46069.47 Kr¶

PnL: ---------------------------------------> -819.1 Kr¶

DD now: ---------------------------------> -2.39 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 11:56:57.586845'

Anic Portfolio¶

Today¶

Return: 0.333 %¶

This Week¶

Return: -0.93 %¶

Total¶

Return: 55.396 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.960000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 0.250000 2779.000000 143.000000 5.420000 2636.000010
HMS Networks 2 -0.760000 784.800000 111.800000 16.610000 673.000000
Nordea Bank Abp 29 1.150000 3523.500000 69.500000 2.010000 3453.999992
SAAB B 8 -0.230000 3435.200000 58.200000 1.720000 3377.000000
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 1.180000 394.400000 39.400000 11.100000 355.000000
Boozt 12 1.150000 1690.800000 36.800000 2.220000 1653.999996
Resurs Holding 22 1.700000 603.900000 29.900000 5.210000 573.999998
Corem Property Group B 59 0.990000 604.750000 27.750000 4.810000 576.999999
Intrum 4 1.100000 550.800000 23.800000 4.520000 527.000000
AcadeMedia 12 -0.330000 576.720000 19.720000 3.540000 557.000004
Norva24 Group 16 1.160000 560.320000 17.320000 3.190000 543.000000
Swedbank A 3 0.910000 581.100000 17.100000 3.030000 564.000000
OEM International B 7 -0.510000 543.200000 15.200000 2.880000 527.999997
Securitas B 6 1.540000 585.000000 15.000000 2.630000 570.000000
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 571.200000 9.200000 1.640000 562.000005
Creaspac SPAC 6 0.210000 582.000000 5.000000 0.870000 577.000002
Samhällsbyggnadsbo. i Norden D 12 1.560000 250.560000 4.560000 1.850000 246.000000
Coor Service Management Hold. 8 0.150000 536.400000 4.400000 0.830000 532.000000
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Handelsbanken A 5 0.420000 542.250000 -3.750000 -0.690000 546.000000
Midsona B 63 -0.220000 567.000000 -16.000000 -2.740000 582.999984
CTEK 13 -2.960000 514.930000 -19.070000 -3.570000 533.999999
International Petroleum Corp. 5 3.710000 572.500000 -22.070000 -3.710000 594.565215
Essity B 2 -0.620000 545.800000 -28.200000 -4.910000 574.000000
Essity A 4 -0.180000 1096.000000 -53.000000 -4.610000 1149.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Sampo Oyj SDB 7 0.470000 3776.500000 -73.500000 -1.910000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -1.860000 2750.800000 -220.200000 -7.410000 2971.000006
OX2 18 1.330000 1437.300000 -226.700000 -13.620000 1663.999992
Axfood 13 0.370000 3481.400000 -274.600000 -7.310000 3756.000001
Ovzon 52 -0.370000 2766.400000 -595.600000 -17.720000 3361.999992
TOTAL 46069.470000 -819.100000 -2.39036% 46888.564618

Updated:¶

'2023-01-27 11:57:10.569045'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶